Insights

Taiwan’s stock market is a shallow dish market. A shallow dish means it has no depth and is susceptible to external shocks. In contrast, the stock market is easily disturbed by external forces. It has significant ups and downs, such as being influenced by news or large purchases of a single stock by large investors, which can significantly affect stock price performance. This article uses several chip data to explore the impact on stock prices when chips are concentrated in stock and presents them in an interactive chart.

An Introduction to National Stabilization Fund and its hot stocks’ performances Keyword：Quant analysis、National Stabilization Fund、Protection Performance Highlights Difficulty: ★☆☆☆☆ Preface In 2022, under the unstable background caused by the Ukrainian-Russian War and high inflation, rising prices suppressed consumers’ purchasing power, which made a great influence on companies’ profits. As a result of this, people were […]

We use Python to backtest Kenneth L. Fisher’s growth stocks strategy on the Taiwan stock market. Keyword： Kenneth L. Fisher、Growth Stocks、Strategy Backtest What is Kenneth Fisher’s Growth Stocks Strategy? Kenneth L. Fisher, founder and president of Fisher Investments, and his father Philip A. Fisher, a representative of Qualitative Investment in the United States. Warren Buffett […]

Using the number of margin trading and short selling and volume to establish the herding indicators then analyze by regression model.  Keyword：Herding Indicators、Margin Trading、Application  What are Herding indicators?  The emergence of behavioral finance has challenged the traditional view in investment theory that individuals make rational investment decisions. The “herd behavior” represents the tendency of investors […]

We use yoy and mom of monthly sales of Taiwan listed companies to establish strategies and observe the win rate and return. Keyword：Application、Monthly sales、Backtesting Highlights Difficulties: ★★☆☆☆We use yoy and mom as our buy&sell point for trading strategy.Advice: The backtesting framework in this paper can refer to 【Quant】 Market strength indicator trade. For readers who are […]

Use market strength indicators cross strategy to backtesting Highlights Difficulty：★★☆☆☆ Use market strength indicators to do the moving average cross investment strategy Advice：We use various technical indicators and strict long & short filter condition to judge the numbers of stocks strength and calculate market long short indicators. Using moving average cross strategy and visualization trading […]

We calculate the win rate and return by industry for the emerging market to listed market. As opposed to the company releasing news — the event day study that will apply to the listed market. Key Words：Pre IPO、Sweet Period Highlights Difficulty: ★★☆☆☆ Advice: This article use Python to select and classify data, then implement the […]

Exploiting the Logit & Probit regression model to analyze the chances of a company’s bankruptcy. Highlights Preface Predicting the future is what every investor wants to pursue, whether it is for the future market or the future of the companies and the industries. Still, there is always uncertainty and randomness in predicting the future, so […]

Monte Carlo Simulation Highlights Preface The purpose of Monte Carlo simulation is to estimate the likely outcome of an uncertain event, and it works by modeling the variables of the uncertain event by assuming a probability distribution. Also, each forecast period is constantly recomputing the results with a random set of numbers, resulting in a large […]